Gurobi uses system variables for multiple configuration purposes. For example, to specify where to look for a license file, you must set the variable GRB_LICENSE_FILE.
On Windows systems, environment variables are created and modified through the Control Panel. Searching for Environment Variables from the Control Panel search box will lead you to the appropriate screen. You will need to add a new System variable named GRB_LICENSE_FILE, and set it to the location of your license file (e.g., d:\ gurobi\gurobi.lic). Important note: your new environment variable must be a System variable, not a User variable.